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The Truth




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2006              (1.1%)  -    -    -    -    -    -    -    -    -  
2007  -    -    -    -    -    -    -    -    -    -    -    -  
2008  -    -    -    -    -    -    -    -    -    -    -    -  
2009  -    -    -    -    -    -    -    -    -    -    -    -  
2010  -    -    -    -    -    -    -    -    -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis, Volatility trading, Unclassified
System started 3/6/2006 (88 months ago)
System developer Sam Cook
(Last login to C2: 10/1/08 19:51)
C2 Score: 276

The name of this system has been changed 3 times. Show



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
3/8/06 10:40 BUY 5 @ESH6 E-MINI S&P 500 1277.25 3/811:33 1273.00 Low ($1,133)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades1
# Profitable0 (0.0%)
# months tracked87
Profitable months
Avg trade duration53.0 minutes
Annual return (compounded)-0.1%
Average win$0.00
Average loss$1,062.50
Profit factor0.0:1
Max peak-to-valley drawdown (historical)1.06%
drawdown periodMarch 07, 2006 to March 08, 2006
Correlation w/ S&P-0.003
Sharpe ratio-3.628
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-1.06
Average P/L per unit traded($212.60)


Reviews


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System Description

Short Term S&P System. Enters and exits on stops.

- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.

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Overview

Short Term S&P System
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.

Model Account Status

Started$100,000
Buy Power$98,937
Cash$98,937
Equity$0
Cumulative $($1,062)
Total System Equity$98,937
Margined$0
Open P/L$0


System Forum

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Market Chatter
Sam Cook at 8/19/06 15:20ET

Fine with me if you guys want to use "my" board for market chatter.

Crowd Opinion

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